-95.2%
UVXY vs OUST
+611.5%
-706.8%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +1.3% |
| 7D | -5.0% | +5.2% | -10.2% | -3.1% |
| 30D | -20.5% | -19.3% | -1.3% | -25.5% |
| 3M | -36.6% | -22.6% | -13.9% | -36.6% |
| 6M | -56.9% | +62.8% | -119.7% | -39.2% |
| YTD | -51.2% | +68.3% | -119.6% | -27.7% |
| 1Y | -69.8% | +28.5% | -98.3% | -56.5% |
| All | -95.2% | +611.5% | -706.8% | -81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded OUST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling